normality test

For my money,  Frank's comment should go into fortunes.  It seems a
rather Sisyphean battle to keep the lessons of robustness on the 
statistical table but nevertheless well worthwhile.

url:    www.econ.uiuc.edu/~roger                Roger Koenker
email   rkoenker at uiuc.edu                       Department of
Economics vox:    217-333-4558                            University
of Illinois fax:    217-244-6678                            Champaign,
IL 61820

On Apr 28, 2005, at 7:46 AM, Frank E Harrell Jr wrote:

Usually (but not always) doing tests of normality reflect a lack of 
understanding of the power of rank tests, and an assumption of high 
power for the tests (qq plots don't always help with that because of
their subjectivity).  When possible it's good to choose a robust 
method.  Also, doing pre-testing for normality can affect the type I
error of the overall analysis.

-- 
Frank E Harrell Jr   Professor and Chair           School of
Medicine
                     Department of Biostatistics   Vanderbilt 
University